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Iterative Bregman Projections for Regularized Transportation Problems
2015
SIAM Journal on Scientific Computing
This article details a general numerical framework to approximate solutions to linear programs related to optimal transport. The general idea is to introduce an entropic regularization of the initial linear program. This regularized problem corresponds to a Kullback-Leibler Bregman divergence projection of a vector (representing some initial joint distribution) on the polytope of constraints. We show that for many problems related to optimal transport, the set of linear constraints can be split
doi:10.1137/141000439
fatcat:72eibjh4wnfsdbny6o6twqi4ru